'TRANS FAILSAFE PROG' WHEN CAR IS COLD

1996 BMW 540i • 80,000 miles

My 1996 540i is entering in "trans failsafe prog" when I start it in cold. After I running a few kilometers (around 10km), when the car warms up, the faail disappear and the car keeps working properly. Do you have any idea for what's going on?

My car is presenting this fail, but now changes a little. Now, when I startup (cold condition) the fail shows up. Around 5 miles before the fail dissapears, but then, 10 or 20 miles before the fail trun on again and just goes out when I turn off the car and wait around 15 minutes. On the early condition the fail doesn't came back. And a detail: my car doesn't stay in 3rd gear as usually I heard from other owner's. My car always stay in 4th gear. Can somebody give an ideia to understand my problem? I really need some help!